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Exercises in Probability : a Guided Tour from Measure Theory to Random Processes, via Conditioning.

Over 100 exercises with detailed solutions, insightful notes and references for further reading. Ideal for beginning researchers.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chaumont, L. (Loïc)
Otros Autores: Yor, Marc
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, 2012.
Colección:Cambridge series on statistical and probabilistic mathematics.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Preface to the Second Edition
  • Preface to the First Edition
  • 1. Measure theory and probability
  • 2. Independence and conditioning
  • 3. Gaussian variables
  • 4. Distributional computations
  • 5. Convergence of random variables
  • 6. Random processes
  • Where is the notion N discussed?
  • Final suggestions: how to go further?